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Events for February 26, 2010
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Merging Application and Circuit Knowledge for Innovative Circuit Design
Fri, Feb 26, 2010 @ 10:00 AM - 11:30 AM
Ming Hsieh Department of Electrical and Computer Engineering
Conferences, Lectures, & Seminars
Presented by Bita NezamfarAbstract: The continued scaling of CMOS technology has enabled incredible computing devices to be created, but has also pushed these devices to their energy dissipation limits. As a result, creating energy efficient systems has emerged as the dominant challenge for the foreseeable future. To make radical improvements to system efficiency, all degrees of freedom in the design need to be identified and exploited. In particular, for energy-efficient circuit design, this level of optimization is possible by understanding the source and nature of the constraints imposed both by technology and application and joint optimization of circuits and algorithms. This talk provides a few examples of how this merging of application and circuit knowledge makes it possible to improve efficiency. Our first example is building supply noise measurement circuits to measure and characterize high frequency supply noise on the chip. In theory, accurate sampling of high-frequency data requires high bandwidth and high resolution analog to digital converters. However, we will discuss how correct interpretation of system-level constraints enables using very simple and non-linear analog to digital converters to obtain all the required data to accurately characterize supply noise. As the next example we discuss the design of a "field-tunable" field-programmable gate array (FPGA). A state of the art FPGA is fairly optimized and resilient to change due to the large stack of software that is developed and optimized for the circuit-level architecture. We first show how interconnect blocks in the FPGA can change to add one more degree of programmability to the system without changing the interface to the higher-level software. This additional degree of freedom enables the FPGA to be programmed for high performance or low power in the field (post fabrication) based on the application of interest. We propose a new logic, called pseudo-static that can effectively utilize this degree of freedom while also improving FPGA performance. Measured results of a 90nm CMOS test-chip are presented and we conclude the talk by discussing a few other examples of application oriented circuit design.Biography: Bita Nezamfar received the Ph.D. and M.Sc. degrees from Stanford University, CA, in 2009 and 2004 respectively, and the B.Sc. degree from Sharif University of Technology, Tehran, Iran, all in electrical engineering. From 2003 to 2008, she was a Research Assistant with the VLSI Group, Stanford University, where she was involved with the design of on-chip supply noise measurement circuits, and energy performance tunable circuits. In summer of 2006, she was an intern with Aeluros Inc. where she worked on different blocks of a clock synthesizer chip. She is currently with Atheros Communications designing low-power analog circuits for wireless communications. Her research interests include application oriented circuit design and design and implementation of low power and high speed mixed signal systems.
Location: Seaver Science Library (SSL) - 150
Audiences: Everyone Is Invited
Contact: Hazel Xavier
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W.V.T. Rusch Engineering Honors Colloquium; New Developments in Retinal Prosthetics
Fri, Feb 26, 2010 @ 01:00 PM - 01:50 PM
Viterbi School of Engineering Student Affairs
Conferences, Lectures, & Seminars
Dr. Brian Mech, Vice President of Business Development at Second Sight Medical Products, Inc., will present on "New Developments in Retinal Prosthetics" as part of the W.V.T. Rusch Engineering Honors Program.
Location: Seeley G. Mudd Building (SGM) - 101
Audiences: Undergrad
Contact: Viterbi Admissions & Student Affairs
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Spring Spotlights - Exploring Sophomore Year and Beyond
Fri, Feb 26, 2010 @ 02:00 PM - 04:00 PM
Viterbi School of Engineering Student Affairs
Workshops & Infosessions
Join Viterbi Student Affairs and Department faculty, advisors and students to learn about Sophomore (and beyond) Year Engineering Classes, Areas of Specialization, Overseas and Study Abroad Opportunties, Student Leadership & Professional Development Opportunities, Internships
Research, and more! Civil Engineering - RTH 105, Time: 2:00pmComputer Science/Computer Engineering - RTH 211, Time: 2:00pmIndustrial and Systems Engineering - RTH 109, Time: 3:00pmFor more information visit - viterbi.usc.edu/fye/Audiences: Undergraduate Engineering Students
Contact: Monica De Los Santos
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AIAA Undergraduate Aircraft Design Team
Fri, Feb 26, 2010 @ 03:00 PM - 05:00 AM
Viterbi School of Engineering Student Organizations
Student Activity
Questions? Email aiaa@usc.edu
Location: John Stauffer Science Lecture Hall (SLH) - 102
Audiences: Everyone Is Invited
Contact: -- American Institute of Aeronautics and Astr
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Does the Derivatives Market Still Look Backward to Move Forward
Fri, Feb 26, 2010 @ 03:30 PM - 05:30 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
USC Mathematical Finance Colloquium Special Lecture SeriesTitle: "Does the Derivatives Market Still "Look Backward to Move Forward?" Speaker: Nicole El Karoui, Université de Paris VI and Ecole Polytechnique, France Date/Time/Location: Friday, February 26, 2010, Lecture 3:30-4:30, Ethel Percy Andrus Gerontology Center (GER), Leonard Davis AuditoriumReception: 4:30-5:30 PM Outside GER AuditoriumAbstract: In the Black-Scholes theory of 1973, the message was that the derivatives market "looks backward to move forward". More precisely, the theory indicates that to price and hedge option contracts, one looks backward from the maturity and the pay-off of the contract for very short time periods, and then calculate from dates to dates the best hedge to the residual risk exposure. The minimal investment to implement the hedging strategy is then the market price of the derivative. The theory of Backward Stochastic Differential Equations was introduced by E. Pardoux and S. Peng in1990 originally without links with finance. It has, in particular the associated Monte Carlo methods, become a ubiquitous mathematical tool in finance exactly for such thinking. During the past two decades, with the increasing market liquidity, large classes of derivatives, such as vanilla options on stocks or currency or interest rates have been used as hedging instruments. Since the seminal paper of Heath, Jarrow, Morton (1987) on the forward dynamics of yields curve, the desire to understand the forward dynamics of some derivatives has grown significantly. The problems become increasingly complex, from the dynamics of the yields curve, to that of the implied volatility surface, and now to that of the implied volatility cubes. While the calibration issues seem to be the main reasons for this evolution, the asymptotic problems are particularly challenging both in theory and practice. In this talk I will present some of the problems in this new development.Bio: Nicole El Karoui is Professor of Applied Mathematics at both University of Paris VI and Ecole Polytechnique, France. She is well known for her many contributions on probabilistic aspects of stochastic control and their applications to partially observable optimization problems. In 1989, after a sabbatical semester in a bank, she started working on various mathematical problems in finance. She has been the leader in many fields of mathematical finance and related stochastic analysis. In 1990, with H. Geman, she founded one of the first graduate programs in quantitative finance at University of Paris VI, co-accredited with the Ecole Polytechnique. The program has been highly successful, and was widely reported in the French and US media (e.g., Le Monde and Wall Street Journal in 2006), which has greatly increased the visibility of French Quants in the world. There will be a reception after Prof. El Karuoi's talk, outside the Ethel Percy Andrus Gerontology Center (GER).
Location: Ethel Percy Andrus Gerontology Center (GER) - Auditorium
Audiences: Everyone Is Invited
Contact: Georgia Lum
